+326.8%
WPM vs GGLL
+217.5%
+109.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.5% | -6.3% | -3.2% |
| 7D | -0.5% | +11.5% | -12.0% | -1.8% |
| 30D | -3.1% | -31.2% | +28.1% | +0.7% |
| 3M | -2.2% | -28.7% | +26.5% | +1.2% |
| 6M | -7.4% | -47.2% | +39.8% | -1.5% |
| YTD | +12.6% | -24.3% | +36.9% | +13.9% |
| 1Y | +22.8% | -12.0% | +34.8% | +21.8% |
| 3Y | +213.6% | +169.6% | +44.0% | +162.5% |
| All | +326.8% | +217.5% | +109.3% | +242.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GGLL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling